+2,621.3%
DELL vs ROKU
+867.7%
+1,753.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | +8.7% | -3.0% | +11.8% | +9.2% |
| 30D | +16.9% | +0.7% | +16.2% | +16.8% |
| 3M | +40.4% | +26.5% | +14.0% | +35.2% |
| 6M | +267.1% | +52.6% | +214.4% | +243.5% |
| YTD | +329.1% | +40.9% | +288.2% | +306.3% |
| 1Y | +346.9% | +57.6% | +289.3% | +316.0% |
| 3Y | +696.6% | +83.2% | +613.5% | +605.7% |
| 5Y | +1,106.2% | -54.8% | +1,161.0% | +1,057.3% |
| All | +2,621.3% | +867.7% | +1,753.6% | +1,999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling